Skip to main content
Version: 8.4.08.4

Schema: AutoResponderVegaDir (ID: 2495)

METADATA​

AttributeValue
Topic2450-liquidity-notice
MLink TokenSystemData
SRSE ProductSRTrade

Note: The symbol = next to a field number indicates that it is a primary key.

BODY​

#FieldTypeComment
10=accntstring(16)
14=clientFirmstring(16)
11=tickerTickerKey
15=expiryDateKey
12=respSideenum : BuySellauction responder side (your side)
100userNamestring(24)username used for responding to auction notices
102isDisabledenum : YesNoif Yes, this auto-responder record is disabled
103canIncludeFlexenum : YesNoif yes, can respond to auction notices that include flex option legs
104canIncludeStockenum : YesNoif yes, can respond to auction notices that include a stock leg
105cpFlagenum : CallPutif not Pair must match all option legs
110minXDeltafloatall leg xDelta must be between [minXDelta, maxXDelta]
111maxXDeltafloat
112minStrikedoubleall leg strikes must be between [minStrike, maxStrike]
113maxStrikedouble
114minSurfEdgePremfloatspread surface edge (in premium) (+ = through surface; - = behind surface)
130minSurfEdgeVolfloatspread surface edge (in vol) (0.01 = 1.0 vol pts) (+ = through surface; - = behind surface)
131incFeesInRespenum : YesNoinclude all estimated responder fees in final response price
132roundRuleenum : RoundRule
117maxResponseSizeintmaximum number of contracts per response (will respond for 100% if auction size <= maxResponseSize)
133maxResponseVegafloatmaximum total vega per response
134totalResponseVegafloatmaximum vega (filled) all day
135totalResponseWtVegafloatmaximum wtVega (filled) all day
119autoHedgeenum : AutoHedge
120hedgeInstrumentenum : HedgeInstDefault=actual underlier (EQT or FUT) [IndexOptions use ETF]; FrontMonth=actual underlier (EQT) or front month (FUT) [IndexOptions use FM Fut]; Stock=hedgeSecKey.TickerKey; Future=hedgeSecKey.ExpiryKey
121hedgeSecKeyExpiryKeyautohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]
122hedgeBetaRatiofloatportion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]
123hedgeScopeenum : HedgeScopehedge group scope [RiskGroup or Accnt]
124hedgeSessionenum : MarketSessiontime in force for the autohedge order (can be Day or ExtDay) [None defaults to pOrder.timeInForce]
125riskGroupIdlongDefault: 0 (none). Required to be non-zero if autoHedge is something other than None.
127modifiedBystring(24)user who last modified this record
128modifiedInenum : SysEnvironment
129timestampDateTimetimestamp of last modification

Get Schema API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'AutoResponderVegaDir'

# Request Parameters for Get Schema Of The MsgType
params = {
#Required Parameters
"apiKey": API_KEY,
"cmd": 'getschema',
"msgType": MSG_TYPE, 
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Msg API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'AutoResponderVegaDir'

# Replace with your pkey value for getting the specific message desired
PKEY = 'ReplaceThisValueForTheQueryToWork'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned. 
VIEW = 'userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|modifiedBy|modifiedIn|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:valuse" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getmsg Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsg',
    "pkey": PKEY,
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Msgs API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'AutoResponderVegaDir'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|modifiedBy|modifiedIn|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Replace with your desired limit of how many messages you receive. The default limit is 500
LIMIT = 500

# Order clause eg. "(field1:DESC | field1:ASC | field2:DESC:ABS | field2:ASC:ABS" (default is unordered; default is faster)
ORDER = 'userName:ASC'

# Request Parameters for getmsgs Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsgs',
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE,
    "limit": LIMIT,
    "order": ORDER
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Aggregate API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'AutoResponderVegaDir'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isDisabled|canIncludeFlex|canIncludeStock|cpFlag|incFeesInResp|roundRule|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|modifiedIn'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Count API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'AutoResponderVegaDir'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getCount Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getcount',
"msgType": MSG_TYPE,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)